From Metropolis to diffusions: Gibbs states and optimal scaling.
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Publication:1879490
DOI10.1016/S0304-4149(00)00041-7zbMath1047.60065OpenAlexW1977224304WikidataQ126550807 ScholiaQ126550807MaRDI QIDQ1879490
Gareth O. Roberts, Laird Breyer
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00041-7
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)
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Cites Work
- Gibbs measures and phase transitions
- Mixing: Properties and examples
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Ergodic theorems for subadditive spatial processes
- Computational complexity of Markov chain Monte Carlo methods for finite Markov random fields
- Ergodicity for Infinite Dimensional Systems
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